7

‫ﺗﻤﺮﯾﻦ‬

‫اﻟدﺧل‬
‫اﺳﺗﮭﻼك‬ ‫اﻟﻣﺗﺎح‬ ‫اﻷﺻول‬
C (Y) ( A) c y a cy ac a2
1 20 25 250 -14.14 -15 -157.14 212.1 2221.96 24692.98
2 23 30 310 -11.14 -10 -97.14 111.4 1082.14 9436.18
3 28 35 330 -6.14 -5 -77.14 30.7 473.6396 5950.58
4 38 40 390 3.86 0 -17.14 0 -66.1604 293.7796
5 35 45 480 0.86 5 72.86 4.3 62.6596 5308.58
6 50 50 540 15.86 10 132.86 158.6 2107.16 17651.78
7 45 55 550 10.86 15 142.86 162.9 1551.46 20408.98
‫اﻟﻣﺟﻣوع‬ 239 280 2850 680 7432.857 83742.86
‫اﻟﻣﺗوﺳط‬ 34.14 40 407.14

y2 ya u u2
225 2357.1 -341.757 116798.1
100 971.4 -333.639 111314.9
25 385.7 -325.228 105773.5
0 0 -310.11 96168.14
25 364.3 -306.71 94071.26
100 1328.6 -286.592 82134.9
225 2142.9 -288.608 83294.8
700 7550 689555.6

ˆ (å x1 y )(å x 22 ) - (å x 2 y )(å x1 x 2 )
b1 =
(å x12 )(å x 22 ) - (å x1 x 2 ) 2
) ((680)(83742.86) - (7432.86)(7550)
b1 = = 0.5113
(700)(83742.86) - (7550)

(å x2 y )(å x12 ) - (å x1 y )(å x1 x 2 )

bˆ 21 =
(å x12 )(å x 22 ) - (å x1 x 2 ) 2
(83742.86)(700) - (680)(7550)
b2 = = 0.0427
(700)(83742.86) - (7550)

bˆ0 = Y - bˆ1 X 1 - bˆ 2 X 2
b 0 = 34.14 - 0.5113(40) - 0.0427)(407.14) = -367.83
‫‪8‬‬

‫‪2‬‬ ‫‪2‬‬
‫‪åu‬‬ ‫‪å x2‬‬
‫= ) ‪V(b$ 1‬‬
‫‪n - k å x 12 å x 22 - ( å x 1 x 2 ) 2‬‬
‫‪2‬‬ ‫‪2‬‬
‫‪åu‬‬ ‫‪å x1‬‬
‫= ) ‪V(b$ 2‬‬
‫‪n - k å x 12 å x 22 - ( å x 1 x 2 ) 2‬‬

‫‪åu‬‬ ‫‪åx‬‬
‫‪2‬‬ ‫‪2‬‬

‫= ) ‪V ( bˆ1‬‬
‫‪2‬‬

‫‪n-k‬‬ ‫‪åx åx‬‬ ‫‪2‬‬

‫‪1‬‬
‫‪2‬‬
‫‪2‬‬ ‫‪- (å x1 x 2 ) 2‬‬
‫‪689555.6‬‬ ‫‪83742.86‬‬
‫= ) ‪V (b1‬‬ ‫‪= 1.0623‬‬
‫‪7-3‬‬ ‫‪(700)(7550) - 7432.857‬‬
‫‪SE ( b 1 ) = V ( b 1) = 1.0623 = 1.037‬‬

‫‪åu‬‬ ‫‪åx‬‬
‫‪2‬‬ ‫‪2‬‬

‫= ) ‪V ( bˆ 2‬‬
‫‪1‬‬

‫‪n-k‬‬ ‫‪åx åx‬‬ ‫‪2‬‬

‫‪1‬‬
‫‪2‬‬
‫‪2‬‬ ‫‪- (å x1 x 2 ) 2‬‬
‫‪689555.6‬‬ ‫)‪(700‬‬
‫= ) ‪V (b 2‬‬ ‫‪= 0.205209‬‬
‫‪7-3‬‬ ‫‪(700)(7550) - 7432.857‬‬
‫‪SE ( b 2 ) = V ( b1 ) = 0.05209 = 0.0942‬‬
‫‪..‬‬
‫‪Cˆ = -367.83 + 0.5113Y + 0.0427a‬‬
‫=‬ ‫)‪(1.0307‬‬ ‫)‪(0.0942‬‬

‫=‪t‬‬ ‫‪0.496‬‬ ‫‪0.453‬‬ ‫‪R 2 = 0.835‬‬

‫اذا ﺗﻢ ﺣﺬف اﻟﻤﺘﻐﯿﺮ ‪ a‬اﻻﺻﻮل اﻟﻨﻘﺪﯾﺔ ﺳﺘﻜﻮن اﻟﻤﻌﺎدﻟﺔ ﻛﻤﺎ ﯾﻠﻲ‬

‫‪Cˆ = -471.43 + 0.9714 yd‬‬
‫)‪(0.157‬‬

‫=‪t‬‬ ‫‪6.187‬‬ ‫‪R 2 = 0.861‬‬

‫ﻣﺎذا ﺣﺪث ﻣﻦ ﺗﻐﯿﺮات وﻟﻤﺎذا؟؟‬

‫‪ -1‬ارﺗﻔﺎع ﻗﯿﻤﺔ ‪ t‬ﻟﻤﺘﻐﯿﺮ اﻟﺪﺧﻞ اﻟﻤﺘﺎح‪.‬‬
‫‪ -2‬اﻻرﺗﺒﺎط ﺑﯿﻦ اﻟﻤﺘﻐﯿﺮﯾﻦ اﻟﺪﺧﻞ اﻟﻤﺘﺎح واﻻﺻﻮل اﻟﻨﻘﺪﯾﺔ ﻣﺮﺗﻔﻊ ‪ rya = 0.986‬ﻣﻤﺎ ﯾﺆدي‬

‫اﻟﻰ ارﺗﻔﺎع اﻟﺨﻄﺄ اﻟﻤﻌﯿﺎري وﻣﻦ ﺛﻢ اﻧﺨﻔﺎض ﻗﯿﻤﺔ ‪ t‬ﺣﯿﺚ ارﻧﺨﻔﺾ ﻣﻦ ﻗﯿﻤﺔ ‪0.157‬‬

‫= ‪rya‬‬
‫‪åx x‬‬ ‫‪1 2‬‬
‫=‬
‫‪7550‬‬
‫‪= 0.986‬‬ ‫اﻟﻰ ‪1.03‬‬
‫‪x‬‬‫‪2‬‬
‫‪1‬‬ ‫‪x‬‬ ‫‪2‬‬
‫‪2‬‬
‫‪700 83742.86‬‬

‫‪ -3‬ﻗﯿﻤﺔ ﻣﻌﺎﻣﻞ اﻟﺘﺤﺪﯾﺪ ﻣﺘﺴﺎوي ﻋﻠﻰ اﻟﺮﻏﻢ ﻣﻦ اﺧﺘﻼف ﻣﻌﻨﻮﯾﺔ اﻟﻤﺘﻐﯿﺮﯾﻦ اﻟﻤﻔﺴﺮﯾﻦ ﻓﻲ‬
‫اﻟﻤﻌﺎدﻟﺘﯿﻦ‪ -4 .‬ھﺬه ﻧﺘﺎﺋﺞ اﻟﻤﻌﺎدﻟﺔ ﻋﻨﺪﻣﺎ ﯾﻜﻮن ھﻨﺎك ارﺗﺒﺎط ﺧﻄﻲ ﻣﺘﻌﺪد‪.‬‬
9

(å x1 y )(å x 22 ) - (å x 2 y )(å x1 x 2 )
bˆ1 =
(å x12 )(å x 22 ) - (å x1 x 2 ) 2

ˆ (å x 2 y )(å x12 ) - (å x1 y )(å x1 x 2 )

b 21 =
(å x12 )(å x 22 ) - (å x1 x 2 ) 2

bˆ0 = Y - bˆ1 X 1 - bˆ 2 X 2